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Date/Time: Tue, 26 Nov 2024 19:59:12 +0000



Reversal doesn´t work with Trading Window, help!

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[2014-05-23 21:30:59]
User84572 - Posts: 2
Hi Guys,

I am creating a system with the spreadsheets and simple moving crossing as below, but the reversal is not working everytime that a try to autotrade replay backtest system, the parameters for reversal turned to false???
Any idea? help? what is wrong?

|Formulas
=IF(AND(AA62<AB62;AA61>AB62);TRUE)
=IF(AND(AA56>AB56;AA55<AB55);TRUE)

Parameters Below
Connected to Data Feed (read-only):  FALSE
Reset Condition On New Bar (read-only):  FALSE
Allow Multiple Entries in Same Direction (read-only):  FALSE
Signal Only Once Per Bar (read-only):  FALSE
Cancel All Orders on Entries and Reversals (read-only):  TRUE
Allow Entry With Working Orders (read-only):  TRUE
Signal Only On Bar Close (Columns L, N-Z) (read-only):  FALSE
Signal Only On Bar Close (Columns K, M) (read-only):  FALSE
  
Maximum Position Allowed (read-only):  1000
Send Orders To Trade Service (read-only):  FALSE
Support Reversals (read-only):  TRUE
Allow Opposite Entry with Opposing Position or Orders (read-only):  TRUE
Cancel All Working Orders on Exit (read-only):  FALSE
[2014-05-26 07:45:25]
Sierra Chart Engineering - Posts: 104368
The problem with Reversals is that if the reversal condition has not been met, there is no logging of that case and the reason for that, because there are many conditions to support a reversal. We can only refer you to the documentation here for Support Reversals:
http://www.sierrachart.com/index.php?l=doc/doc_AutoTradeManagment.php#SupportReversals

Are you using Attached Orders with your trading system?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-05-26 07:45:51
[2014-05-27 12:35:33]
User84572 - Posts: 2
Thanks for the answer!

I think the problem is with the attached orders.
Looks like, when i used attached orders the system doesn´t allow reversals.

Any idea ? do i need to have a diferent setup to use attached orders?

Regards

Teodoro
[2014-05-28 08:23:33]
Sierra Chart Engineering - Posts: 104368
Attached Orders do add a another layer of complexity to this.

Although this should allow you to use attached orders:

Cancel All Orders on Entries and Reversals (read-only): TRUE

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-05-30 10:26:34]
Sierra Chart Engineering - Posts: 104368
In the next release, we are going to be adding logging to indicate when a reversal signal is ignored when there is already an opposing Trade Position relative to the new order side.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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